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Factor Momentum
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1
Momentum strategies
Chan, Louis K. C.
-
1995
Persistent link: https://www.econbiz.de/10000935825
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2
Portfolio choice over the life-cycle in the presence of "trickle down" labor income
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
-
2005
Persistent link: https://www.econbiz.de/10002753278
Saved in:
3
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
-
2014
Persistent link: https://www.econbiz.de/10010413176
Saved in:
4
Cash-flow risk, discount risk, and the value premium
Santos, Tano
;
Veronesi, Pietro
-
2005
Persistent link: https://www.econbiz.de/10003236294
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5
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2015
Persistent link: https://www.econbiz.de/10011349375
Saved in:
6
A comparison of new factor models
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
-
2014
Persistent link: https://www.econbiz.de/10010442479
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7
Digesting anomalies : an investment approach
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
-
2012
Persistent link: https://www.econbiz.de/10009665928
Saved in:
8
Estimating bank trading risk : a factor model approach
O'Brien, James M.
;
Berkowitz, Jeremy
-
2005
Persistent link: https://www.econbiz.de/10003163087
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9
Bad news travels slowly : size, analyst coverage and the profitability of momentum strategies
Hong, Harrison G.
;
Lim, Terence
;
Stein, Jeremy C.
-
1998
Persistent link: https://www.econbiz.de/10000663355
Saved in:
10
Profitability of momentum strategies : an evaluation of alternative explanations
Jegadeesh, Narasimhan
;
Titman, Sheridan
-
1999
Persistent link: https://www.econbiz.de/10001390244
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